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Releases: avhz/RustQuant

v0.2.1

13 Mar 12:36
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Added

  • started an mdBook

v0.2.0

12 Mar 21:01
53ecf61
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Added

  • Rootfinding routines (Bisection, Brent, Newton-Raphson) and fixed unit/doc-test failures.

Fixed

  • restructure Money module into Instruments and Cashflows

Other

  • minor doc edits

v0.1.1

04 Mar 14:28
901381e
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Other

  • clippy lints.

v0.1.0

04 Mar 12:38
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Other

  • Merge branch 'main' of github.com:avhz/RustQuant
  • remove more unused dependencies.

v0.0.49

25 Feb 14:30
99f3412
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  • Merge branch 'main' of github.com:avhz/RustQuant
  • remove more unused dependencies.

v0.0.48

24 Feb 23:55
2a4b37a
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Other

  • remove unused dependencies.

v0.0.47

24 Feb 23:07
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Added

  • added derive_builder crate.

Other

  • remove feature flags, move curves into data module.
  • day counting submodule split into files.
  • OffsetDateTime refactored to Date
  • Merge branch 'main' of github.com:avhz/RustQuant
  • working progress: exponential interpolator

v0.0.46

24 Feb 14:16
74c8cca
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Added

  • added derive_builder crate.

Other

  • remove feature flags, move curves into data module.
  • day counting submodule split into files.
  • OffsetDateTime refactored to Date
  • Merge branch 'main' of github.com:avhz/RustQuant
  • working progress: exponential interpolator

v0.0.45

04 Feb 22:55
22773c7
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  • moved references to separate .md file
  • Merge pull request #181 from maacl/patch-1
  • moved stochastic process models to models module.

v0.0.44

01 Feb 04:44
5d62dae
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Added

  • Implied Volatility implementation (Let's Be Rational - Peter Jaeckel)

Other

  • Merge remote-tracking branch 'refs/remotes/origin/main'